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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$2.18B
Cap. Flow %
6.37%
Top 10 Hldgs %
25.05%
Holding
6,782
New
2,582
Increased
1,916
Reduced
1,653
Closed
442

Top Buys

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$186M
2
AAPL icon
Apple
AAPL
+$128M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$38.5M
4
MSFT icon
Microsoft
MSFT
+$36.4M
5
HAL icon
Halliburton
HAL
+$35.1M

Top Sells

Rank Stock Value
1
WBA
Walgreens Boots Alliance
WBA
+$50.6M
2
ORCL icon
Oracle
ORCL
+$25.7M
3
META icon
Meta Platforms (Facebook)
META
+$25.2M
4
WFC icon
Wells Fargo
WFC
+$25M
5
DE icon
Deere & Co
DE
+$24.9M

Sector Composition

Rank Sector Weight
1 Technology 1.89%
2 Consumer Discretionary 1.28%
3 Financials 0.92%
4 Industrials 0.77%
5 Energy 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TUR icon
3301
iShares MSCI Turkey ETF
TUR
$222M
$120K ﹤0.01%
2,208
+540
+32% +$28.6K
VAR
3302
DELISTED
Varian Medical Systems, Inc.
VAR
$120K ﹤0.01%
1,587
+1,585
+79,250% +$118K
OUTR
3303
DELISTED
OUTERWALL INC
OUTR
$120K ﹤0.01%
+1,594
New +$102K
INFA
3304
DELISTED
INFORMATICA CORP
INFA
$120K ﹤0.01%
3,150
-1,833
-37% -$65.8K
SANM icon
3305
Sanmina
SANM
$11.3B
$119K ﹤0.01%
5,077
+4,069
+404% +$93.1K
SLAB icon
3306
CALL
Silicon Laboratories
SLAB
$7.29B
$119K ﹤0.01%
2,500
-14,800
-86% -$653K
TRUE
3307
DELISTED
TrueCar
TRUE
$119K ﹤0.01%
+5,200
New +$102K
ROYT
3308
DELISTED
PACIFIC COAST OIL TRUST
ROYT
$119K ﹤0.01%
+23,174
New +$189K
ICON
3309
PUT
DELISTED
Iconix Brand Group, Inc.
ICON
$119K ﹤0.01%
350
+210
+150% +$79.4K
CFNL
3310
CALL
DELISTED
Cardinal Financial Corp
CFNL
$119K ﹤0.01%
+6,000
New +$111K
BTI icon
3311
PUT
British American Tobacco
BTI
$123B
$118K ﹤0.01%
2,200
-7,800
-78% -$438K
K
3312
CALL
DELISTED
Kellanova
K
$118K ﹤0.01%
1,917
-60,705
-97% -$3.65M
POST icon
3313
PUT
Post Holdings
POST
$3.67B
$118K ﹤0.01%
4,278
-4,584
-52% -$113K
WNC icon
3314
PUT
Wabash National
WNC
$512M
$118K ﹤0.01%
+9,600
New +$109K
GOV
3315
DELISTED
Government Properties Income Trust
GOV
$118K ﹤0.01%
+5,125
New +$117K
IWR icon
3316
PUT
iShares Russell Mid-Cap ETF
IWR
$58.4B
$117K ﹤0.01%
2,800
-4,400
-61% -$179K
MATX icon
3317
Matsons
MATX
$6.5B
$117K ﹤0.01%
+3,394
New +$104K
TPC
3318
PUT
Tutor Perini Cor
TPC
$5.09B
$117K ﹤0.01%
4,900
+4,300
+717% +$108K
UMPQ
3319
PUT
DELISTED
Umpqua Holdings Corp
UMPQ
$117K ﹤0.01%
6,900
-100
-1% -$1.69K
GWR
3320
CALL
DELISTED
Genesee & Wyoming Inc.
GWR
$117K ﹤0.01%
+1,300
New +$120K
ASNA
3321
DELISTED
Ascena Retail Group, Inc.
ASNA
$117K ﹤0.01%
468
-1,538
-77% -$381K
MEMP
3322
CALL
DELISTED
Memorial Production Partners LP Common Units
MEMP
$117K ﹤0.01%
8,000
-4,200
-34% -$72.2K
VNR
3323
CALL
DELISTED
Vanguard Natural Resources, LLC
VNR
$117K ﹤0.01%
7,700
-4,500
-37% -$101K
EPR icon
3324
EPR Properties
EPR
$4.69B
$116K ﹤0.01%
2,011
-26
-1% -$1.44K
GPRE icon
3325
PUT
Green Plains
GPRE
$1.09B
$116K ﹤0.01%
4,700
+2,900
+161% +$86.9K
131 132
133
134 135

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Parallax Volatility Advisers's Q4 2014 Portfolio in Review

As of Q4 2014, Parallax Volatility Advisers held 6,782 positions worth $34.3B, up 8.7% from $31.5B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

Parallax Volatility Advisers deployed $2.18B of net new capital in Q4 2014, opening 2,582 new positions and adding to 1,916 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.

By sector, the portfolio is most concentrated in Technology at 1.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Walgreens Boots Alliance, an estimated $50.6M trimmed.

  • Parallax Volatility Advisers's largest Q4 2014 buy was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
  • Parallax Volatility Advisers added most to iShares MSCI Brazil ETF in Q4 2014, an estimated $186M increase.
  • Parallax Volatility Advisers's biggest Q4 2014 reduction was Walgreens Boots Alliance, cutting an estimated $50.6M.
  • Parallax Volatility Advisers fully exited Outfront Media in Q4 2014, selling an estimated $10.2M.
  • Parallax Volatility Advisers's ten largest holdings make up 25% of its $34.3B portfolio in Q4 2014.
  • Parallax Volatility Advisers opened 2,582 new positions and closed 442 in Q4 2014.
  • Parallax Volatility Advisers's portfolio value rose 8.7% quarter-over-quarter to $34.3B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2014, filed 17 Feb 2015.